-
1
-
-
84993660879
-
Public information arrival
-
Berry, T. D., and Howe, K. M. 1994. Public information arrival. Journal of Finance 49 (September): 1331-46.
-
(1994)
Journal of Finance
, vol.49
, Issue.SEPTEMBER
, pp. 1331-1346
-
-
Berry, T.D.1
Howe, K.M.2
-
2
-
-
0142005559
-
The stock market's reaction to unemployment news: Why bad news is usually good for stocks
-
Cambridge, Mass.: National Bureau of Economic Research
-
Boyd, J. H.; Jagannathan, R.; and Hu, J. 2001. The stock market's reaction to unemployment news: Why bad news is usually good for stocks. Working Paper no. 8092. Cambridge, Mass.: National Bureau of Economic Research.
-
(2001)
Working Paper No. 8092
, vol.8092
-
-
Boyd, J.H.1
Jagannathan, R.2
Hu, J.3
-
5
-
-
0039084784
-
Stock return variances: The arrival of information and the reaction of traders
-
French, K. R., and Roll, R. 1986. Stock return variances: The arrival of information and the reaction of traders. Journal of Financial Economics 17 (September): 5-26.
-
(1986)
Journal of Financial Economics
, vol.17
, Issue.SEPTEMBER
, pp. 5-26
-
-
French, K.R.1
Roll, R.2
-
6
-
-
0010913488
-
The intraday relationship between volume and volatility in LIFFE futures markets
-
Gwilym, O. A. P.; McMillan, D.; and Speight, A. 1999 The intraday relationship between volume and volatility in LIFFE futures markets. Applied Financial Economics 9 (December): 593-604.
-
(1999)
Applied Financial Economics
, vol.9
, Issue.DECEMBER
, pp. 593-604
-
-
Gwilym, O.A.P.1
McMillan, D.2
Speight, A.3
-
7
-
-
38249037376
-
Macroeconomic information and stock prices
-
Hardouvelis, G. A. 1987. Macroeconomic information and stock prices. Journal of Economics and Business 39 (May): 131-40.
-
(1987)
Journal of Economics and Business
, vol.39
, Issue.MAY
, pp. 131-140
-
-
Hardouvelis, G.A.1
-
8
-
-
46149130184
-
A transaction data study of weekly and intradaily patterns in stock returns
-
Harris, L. 1986. A transaction data study of weekly and intradaily patterns in stock returns. Journal of Financial Economics 16 (May): 99-117.
-
(1986)
Journal of Financial Economics
, vol.16
, Issue.MAY
, pp. 99-117
-
-
Harris, L.1
-
9
-
-
84977720699
-
The effect of volatility changes on the level of stock prices and subsequent expected returns
-
Haugen, R. A.; Talmor, E.; and Torous, W. N. 1991. The effect of volatility changes on the level of stock prices and subsequent expected returns. Journal of Finance 46 (July): 985-1007.
-
(1991)
Journal of Finance
, vol.46
, Issue.JULY
, pp. 985-1007
-
-
Haugen, R.A.1
Talmor, E.2
Torous, W.N.3
-
10
-
-
0001410651
-
Response of hourly stock prices and trading volume to economic news
-
Jain, P.C. 1988. Response of hourly stock prices and trading volume to economic news. Journal of Business 61 (April): 219-31.
-
(1988)
Journal of Business
, vol.61
, Issue.APRIL
, pp. 219-231
-
-
Jain, P.C.1
-
11
-
-
21344488530
-
Stock prices, news, and business conditions
-
McQueen, G., and Roley, V. V. 1993. Stock prices, news, and business conditions. Review of Financial Studies 6 (3): 683-707.
-
(1993)
Review of Financial Studies
, vol.6
, Issue.3
, pp. 683-707
-
-
McQueen, G.1
Roley, V.V.2
-
12
-
-
84993921322
-
The impact of public information on the stock market
-
Mitchell, M. L., and Mulherin, J. H. 1994. The impact of public information on the stock market. Journal of Finance 49 (July): 923-50.
-
(1994)
Journal of Finance
, vol.49
, Issue.JULY
, pp. 923-950
-
-
Mitchell, M.L.1
Mulherin, J.H.2
-
13
-
-
0000120127
-
The analysis of world events and stock prices
-
Niederhoffer, V. 1971. The analysis of world events and stock prices. Journal of Business 44 (April): 193-219.
-
(1971)
Journal of Business
, vol.44
, Issue.APRIL
, pp. 193-219
-
-
Niederhoffer, V.1
-
14
-
-
0002446489
-
Stock prices and economic news
-
Pearce, D. K., and Roley, V. V. 1985. Stock prices and economic news. Journal of Business 58 (January): 49-67.
-
(1985)
Journal of Business
, vol.58
, Issue.JANUARY
, pp. 49-67
-
-
Pearce, D.K.1
Roley, V.V.2
-
15
-
-
84977331780
-
The adjustment of stock prices to information about inflation
-
Schwert, G. W. 1981. The adjustment of stock prices to information about inflation. Journal of Finance 36 (March): 15-29.
-
(1981)
Journal of Finance
, vol.36
, Issue.MARCH
, pp. 15-29
-
-
Schwert, G.W.1
-
16
-
-
84944836686
-
An investigation of transactions data for NYSE stocks
-
Wood, R. A.; McInish, T. H.; and Ord, J. K. 1985. An investigation of transactions data for NYSE stocks. Journal of Finance 40 (July): 723-39.
-
(1985)
Journal of Finance
, vol.40
, Issue.JULY
, pp. 723-739
-
-
Wood, R.A.1
McInish, T.H.2
Ord, J.K.3
|